+516.3%
MDLZ vs SONY
+122.8%
+393.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | -0.1% | +1.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +7.9% | +11.1% | -3.2% | +5.9% |
| 3M | +7.3% | +14.7% | -7.4% | +4.6% |
| 6M | +11.7% | +18.8% | -7.1% | +8.0% |
| YTD | +28.7% | +5.7% | +23.0% | +26.8% |
| 1Y | +22.8% | -8.1% | +30.8% | +23.9% |
| 3Y | +6.6% | +64.0% | -57.4% | -4.7% |
| 5Y | +23.2% | +12.6% | +10.5% | +16.4% |
| 10Y | +108.7% | +373.8% | -265.1% | +48.8% |
| All | +516.3% | +122.8% | +393.4% | +309.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling